Risk and Valuation Specialist
Citco is a global leader in fund services, corporate governance and related asset services with staff across 80 offices worldwide. With more than $1 trillion in assets under administration, we deliver end-to-end solutions and exceptional service to meet our clients’ needs.
For more information about Citco, please visit www.citco.com
About the Team & Business Line:
Fund Administration is Citco’s core business, and our alternative asset and accounting service is one of the industry’s most respected. Our continuous investment in learning and technology solutions means our people are equipped to deliver a seamless client experience.
As a core member of our Risk team, you will be working with some of the industry’s most accomplished professionals to deliver award-winning services for complex fund structures that our clients can depend upon.
- You will be responsible for the production of timely and accurate custom and regulatory risk management and fund performance analytics reports to be distributed to hedge fund clients, their investors and regulatory bodies.
- You will resolve all queries in relation to risk reports.
- You will support the new business process – onboarding new clients, assisting in the preparation of demos, marketing literature, maintaining demo risk system and product development (eg exploring/researching/bringing to market possible new revenue streams such as in response to emerging regulation).
- You will be involved in maintenance, prototyping and user acceptance testing of internally developed valuation models and risk tools.
- You will be responsible for operational risk management – risk reporting process documentation; improve processes through increasing level of automation; ensure consistent application of CFS Policies and Procedures; identify and appropriately communicate potential internal and external operational risks.
- You will assist relationship managers by participating in monthly calls or any escalation relating to day-to-day risk reporting issues; participate in communication/escalation aspects of complex issues resolution.
- You will contribute to cross functional training initiatives.
- You have quantitative background with a Bachelor/higher level degree or professional qualification (MSc, PhD, CQF, FRM, PRMIA, GARP, CFA, FIA).
- You are proficient in Excel, VBA, SQL.
- You have knowledge of business intelligence tools such as Qlik Sense (or Tableau) and Jaspersoft is a plus.
- You have 0-2 years experience in Financial Services, preferably with detailed knowledge of pricing/valuing/risk managing OTC derivatives using both in-house models/financial libraries/risk systems and specialist vendors such as Bloomberg BVAL, SuperDerivatives and IHS Markit.
- You have knowledge of market, credit, liquidity and counterparty risk measurement and management under regulatory frameworks such as Form PF, Form CPO-PQR, Annex IV, Basel III/CRD IV/CRR and Solvency II is advantageous.
Your well being is of paramount importance to us, and central to our success. We provide a range of benefits, training and education support, and flexible working arrangements to help you achieve success in your career while balancing personal needs. Ask us about specific benefits in your location.
We recognize diversity as a source of organizational pride and strength. We have made it a priority to reflect our nation’s evolving diversity in the people we hire, and the culture we create in our organization.
Citco welcomes and encourages applications from people with disabilities. Accommodations are available upon request for candidates taking part in all aspects of the selection.